A Continuation Method for the Solution of Monotone Variational Inequality Problems

نویسندگان

  • Christian Kanzow
  • Houyuan Jiang
  • CHRISTIAN KANZOW
  • HOUYUAN JIANG
چکیده

We describe a new continuation method for the solution of monotone variational inequality problems. The method follows a smooth path which is formed by the solutions of certain perturbed problems. We give some conditions for the existence of this path and present numerical results for variational inequality, convex optimization and complementarity problems.

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تاریخ انتشار 2005